I think it has something to do with the following settings:
Check your Thread Group setup, Same user on each iteration
should be ticked
Check httpclient.reset_state_on_thread_group_iteration
property value, if you want to re-use the same connection - you need to set it to false
either in user.properties file or via -J
command-line argument.
More information:
Check your operating system settings with regards to recycling/reusing TCP connections in TIME_WAIT state